Pengaruh Sensitivitas Inflasi, Sensitivitas Nilai Tukar, Sensitivitas Suku Bunga SBI, Risiko dan Likuiditas Terhadap Return Saham di Pasar Modal Indonesia

Setyawati, Jany Kurnia (2015) Pengaruh Sensitivitas Inflasi, Sensitivitas Nilai Tukar, Sensitivitas Suku Bunga SBI, Risiko dan Likuiditas Terhadap Return Saham di Pasar Modal Indonesia. Undergraduate thesis, STIE Perbanas Surabaya.

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Abstract

This research aims to determine the effect of inflation sensitivity, exchange rate sensitivity, interest rate sensitivity, risk and liquidity of stock return changes in Indonesian Capital Market at go-public banking. The samples in this research is 39 company which purposive sampling as selection methode. The data used is secondary data. Data analysis techniques in this research is multiple regression. The result of this research shows that inflation sensitivity, exchange rate sensitivity, interest rate sensitivity, risk and liquidity are significant on stock return. Then partially, exchange rate sensitivity and interest rate sensitivity has a significant positive effect on stock return and inflation sensitivity, risk and liquidity has a significant negative effect on stock return. Key words: Inflation Sensitivity, Exchange Rate Sensitivity, SBI Rate Sensitivity, Sistematic Risk, Liquidity, Stock Return

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 650 - 659 MANAGEMENT & PUBLIC RELATIONS > 657 - ACCOUNTING > 657.042 - FINANCIAL ACCOUNTING
Divisions: Bachelor of Accountancy
Depositing User: Perpustakaan Universitas Hayam Wuruk Perbanas
Date Deposited: 25 Jul 2016 05:05
Last Modified: 26 Dec 2019 03:48
URI: http://eprints.perbanas.ac.id/id/eprint/223

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